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DZ Bank Call 68 SBS 20.12.2024/  DE000DJ0TAF4  /

EUWAX
03/06/2024  08:14:46 Chg.0.000 Bid09:17:16 Ask09:17:16 Underlying Strike price Expiration date Option type
0.001EUR 0.00% 0.003
Bid Size: 20,000		 0.083
Ask Size: 20,000		 STRATEC SE NA O.N. 68.00 - 20/12/2024 Call
 

Master data

WKN: DJ0TAF
Issuer: DZ Bank AG
Currency: EUR
Underlying: STRATEC SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 68.00 -
Maturity: 20/12/2024
Issue date: 30/03/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 19.85
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.53
Historic volatility: 0.36
Parity: -2.04
Time value: 0.24
Break-even: 70.40
Moneyness: 0.70
Premium: 0.48
Premium p.a.: 1.02
Spread abs.: 0.24
Spread %: 23,900.00%
Delta: 0.26
Theta: -0.02
Omega: 5.09
Rho: 0.05
 

Quote data

Open: 0.001
High: 0.001
Low: 0.001
Previous Close: 0.001
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month     0.00%
3 Months     0.00%
YTD
  -98.89%
1 Year
  -99.91%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.001 0.001
1M High / 1M Low: 0.001 0.001
6M High / 6M Low: 0.090 0.001
High (YTD): 02/01/2024 0.030
Low (YTD): 31/05/2024 0.001
52W High: 16/06/2023 1.500
52W Low: 31/05/2024 0.001
Avg. price 1W:   0.001
Avg. volume 1W:   0.000
Avg. price 1M:   0.001
Avg. volume 1M:   0.000
Avg. price 6M:   0.004
Avg. volume 6M:   0.000
Avg. price 1Y:   0.227
Avg. volume 1Y:   0.000
Volatility 1M:   -
Volatility 6M:   3,623.26%
Volatility 1Y:   2,792.29%
Volatility 3Y:   -